Display actual execution plan in the toolbar is a good start (or use: SET STATISTICS XML ON )

I also use
Set statistics io on;
Set statistics time on;

You can also get the execution plans from the cache by the DMV:

SELECT * FROM sys.[dm_exec_query_stats] AS DEQS
CROSS APPLY sys.[dm_exec_query_plan]([DEQS].[plan_handle]) AS DEQP
ORDER BY [DEQS].[last_execution_time]

This will give you a lot of information about the queries executed. You can sort and find slow or resource intense queries by this query. When you find the "worst" queries you can have a look at the execution plan to see whats wrong with it, and whats wrong always depends, but you can start to look for SCANS or KEY lookups, estimated cost, and the size of the arrows (the wider, the more data from each step). But to fully understand you should read the books from @grant fritchey.